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On hedging in finite security...
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Einführung in die Methode branch and bound : Unterlagen für einen Kurs des Instituts für Operations Research der ETH Zürich
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Handbook of heavy tailed distributions in finance
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On hedging in finite security markets
Florio, Silvia
;
Runggaldier, Wolfgang J.
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 159-176
Persistent link: https://www.econbiz.de/10001490688
Saved in:
2
PAPERS - On hedging in finite security markets
Florio, Silvia
;
Runggaldier, Wolfgang J.
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 159-176
Persistent link: https://www.econbiz.de/10008218042
Saved in:
3
Credit risk and incomplete information : filtering and EM parameter estimation
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 683-715
Persistent link: https://www.econbiz.de/10008904347
Saved in:
4
On optimal investment in a reinsurance context with a point process market model
Edoli, Enrico
;
Runggaldier, Wolfgang J.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 315-326
Persistent link: https://www.econbiz.de/10008747042
Saved in:
5
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
6
Portfolio optimization in discontinuous markets under incomplete information
Callegaro, Giorgia
;
Di Masi, Giovanni B.
;
Runggaldier, …
- In:
Asia-Pacific financial markets
13
(
2006
)
4
,
pp. 373-394
Persistent link: https://www.econbiz.de/10003609521
Saved in:
7
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003609529
Saved in:
8
Verallgemeinerung auf gemischt-ganzzahlige Programmierung
Runggaldier, Wolfgang J.
- In:
Einführung in die Methode branch and bound : …
,
(pp. 107-142)
.
1968
Persistent link: https://www.econbiz.de/10003665941
Saved in:
9
On multicurve models for the term structure
Morino, Laura
;
Runggaldier, Wolfgang J.
- In:
Nonlinear economic dynamics and financial modelling : …
,
(pp. 275-290)
.
2014
Persistent link: https://www.econbiz.de/10011286581
Saved in:
10
Expected log-utility maximization under incomplete information and with Cox-process observations
Fujimoto, Kazufumi
;
Nagai, Hideo
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
21
(
2014
)
1
,
pp. 35-66
Persistent link: https://www.econbiz.de/10010358462
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